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Lecture Notes in Control and Information Sciences 197 Editor: M. Thoma J. Henry and J.-P. Yvon (Eds.) System Modelling and Optimization Proceedings of the 16th IFIP-TC7 Conference, Compiegne, France- July 5-9, 1993 Springer-Verlag London Ltd. Series Advisory Board A. Bensoussan · M.J. Grimble · P. Kokotovic · H. Kwakemaak J.L. Massey · Y. Z. Tsypkin Editors Jacques Henry INRIA, Domaine de Voluceau, Rocquencourt, BP105, 78153 Le Chesnay cedex, France Jean-Pierre Yvon Departement de Genie Informatique, Universite de Technologie de Compiegne, BP649, 60206 Compiegne cedex, France ISBN 978-3-540-19893-2 ISBN 978-3-540-39337-5 (eBook) DOI 10.1007/978-3-540-39337-5 British Library Cataloguing in Publication Data A catalogue record for this book is available from the British Library Apart from any fair dealing for the purposes of research or private study, or criticism or review, as permitted under the Copyright, Designs and Patenta Act 1988, this publication may only be reproduced, stored or transmitted, in any form or by any means, with the prior permission in writing of the publishers, or in the case of reprographic reproduction in accordance with the terms of licences issued by the Copyright Licensing Agency. Enquiries conceming reproduction outside those terms should be sent to the publishers. © Springer-Verlag London 1994 Originally published by Springer-Verlag Berlin Heide1berg New York in 1994 The publisher makes no representation, express or implied, with re gard to the accuracy of the information contained in this book and cannot accept any legal responsibility or liability for any errors or omissions that may be made. Typesetting: Camera ready by contributors 69/3830-543210 Printed on acid-free paper FOREWORD The 16th IFIP Conference on System Modelling and Optimization was held at the University of Technology of Compi~gne (UTC), July 5-9, 1993. It was organized jointly by UTC and INRIA (Institut National de Recherche en Informatique et en Automatique). It was a challenge to organize such a conference in a medium size town after Ztirich, Leipzig, Tokyo .... Nevertheless the attendance exceeded 270 participants; over 200 papers 1 as well as 10 plenary lectures were presented. This success is partly due to the help and support of local authorities: Conseil Rtgional de Picardie, Conseil Gtntral de l'Oise and Vitle de Compi~gne. These proceedings contain a collection of papers resulting from a second selection (reviewing process during the conference). As some authors had commitments to publish their results in other publications, a small amount of good papers is missing. This conference is the biennial general conference of the IFIP Technical Committee 7 (System Modelling and Optimization) and it reflects the activity of its members and working groups. It was co-sponsored by IFAC, ERCIM, AFCET, SMAI, SMF and benefitted from the financial support of CNRS, Minist~re de l'Education Nationale, DRET and EDF. We express our cordial thanks to members of the International Program Committee and Local Program Committee. Among the many people who helped us in organizing the conference we want to address our special thanks to • Claude LEMARECHAL and Jacques CARLIER who were the cornerstone of the reviewing process and organization of sessions. • Corinne FERET who was in charge of registration and financial aspects. • Franq.ois TAPISSIER, whose drive and efficiency have been particularly appreciated by most participants. • and, last but not least, Ghislaine JOLY-BLANCHARD who was the kingpin of the organization. Jacques HENRY J.-P. YVON 1(selected among 400 submittedpapers) International Programme Committee P. THOFT-CHRISTENSEN University of Aalborg, DK A.V. BALAKRISHNAN University of California, USA A. BENSOUSSAN INRIA, F R.E. BURKARD Technische Universit/it Graz, A J. DOLEZAL Czechoslovakia Acad. Sciences, CS I.V. EVSTIGNEEV Academy of Sciences, Russia E.G. EVTUSHENKO Academy of Sciences, Russia S.D. FLAM University of Bergen, N U.G. HAUSSMANN University of British Columbia, CND J. HENRY tNRIA-Rocquencourt, F M. IRI University of Tokyo, J P. KALL University of Zurich, CH A. KALLIAUER Oesterr. Elektr. Wirtsch, A W. KRABS Technische Hochschule Darmstadt, D A.B. KURZHANSKI IIASA, A I. LASIECKA University of Virginia, USA C. LEMARECHAL INRIA-Rocquencourt, F M. LUCERTINI Universita di Roma, I K. MALANOWSKI Polish Academy of Sciences, PL M. MANSOUR ETH-Zentrum, CH M.J.D. POWELL University of Cambridge, GB R.T. ROCKAFELLAR University of Washington, USA W.L RUNGGALDIER Univ. degli studi di Padova, I HJ. SEBASTIAN Tech. Hochschule Leipzig, D J. STOER Universit~t Wiirzburg, D J.P. VIAL Universit6 de Gen~ve, CH J.P. YVON UTC et INRIA-Rocquencourt, F J. ZOWE Universit~it Bayreuth, D Local Organizing Committee A. BAMBERGER IFP J. BLUM Universit6 de Grenoble J.D. BOISSONNAT INRIA-Sophia Antipolis J. CARLIER UTC G. COHEN Ecote des Mines de Paris B. CORNET Ecole Polytechnique J.C. DODU EDF N. EL KAROUI Universit6 Paris VI G. FAYOLLE INRIA-Rocquencourt J. HENRY INRIA-Rocquencourt J.B. HIRIART-URRUTY Universit6 Paul Sabatier G. JOLY-BLANCHARD UTC C. LEMARECHAL INRIA-Rocquencourt C. MALIVERT Universit6 de Limoges E. PARDOUX Universit6 de Provence M.C. PORTMAN Ecole des Mines de Nancy E. ROFMAN INRIA-Rocquencourt C. ROUCAIROL INRIA-Rocquencourt J.P. UHRY ALMA J.P. YVON UTC & INRIA-Rocquencourt Organization C. GENEST INRIA-Rocquencourt F. TAPISSIER INRIA-Rocquencourt C. DEBLOIS UTC C. FERET UTC The conference benefitted from the financial support of : - Centre National de la Recherche Scientifique (CNRS) - Conseil G6n6ml de l'Oise - Conseil R6gional de Picardie - Minist~re de l'Education Nationale (DAGIC) - Direction de la Recherche et des Etudes Techniques (DRET) - Electricit6 de France (EDF) - Ville de Compi~gne Some participants were supported by - Minist~re de l'Enseignement Sup6rieur et de la Recherche (Programme ACCES). - INRIA-RSI Sponsorships - Soci6t6 MathEmatique de France (SMF) - European Research Consortium for Informatics and Mathematics (ERCIM) - Association Franqaise des Sciences et Technologies de l'Information et des syst~mes (AFCET) - International Federation of Automatic Control (IFAC) - Soci6t6 de Math6matiques Appliqu6es et Industrielles (SMAI) Authors index AINSEBA B.E. 590 JEANBLANC-PICQUE M. 551 PHILLIPS R.L. 907 BABICHEV A,B. 355 JOLY BLANCHARD G. 716 PLANTIE L. 660 BARACK R.A. 375 KABZINSKI L 466 PORTMANN M.C. 795 BENARD C. 612 KALL P, 3 PRONZATO L. 383 BENCHIMOL P. 660 KASHEVAROVA T.P. 355 PTUSKIN A. 957 BERGOUNIOUX M. 624 KERNEVEZ L P. 590, 670 RADJEF M.S. 527 BERTOLINO F. 967 KESSEL H.M. 967 RAICONI G. 600 BIANCO L. 785 KLATFE D. 167 RAO B. 698 BODART O. 670 KOAKUTSU S. 268, 885 REMPALA R. 560 BOTKIN N.D. 835 KOCVARA M. 195 RENTZ O, 746 BRANNLUND U. I77 KOLOKOLOV A.A. 756 ROGOWSKI A. 634 BURAN P. 345 KORA R. 50 I ROMA M. 206 BURDAKOV O. 225 KOTANKO P, 4[2 ROOS T. 855 CAROTENUTO L. 600 KOVANIC P. 375 ROUSSEL G. 82 ! CARLIER J. 865 KUMAR V, 55 RUCH M. 746 CASAS E. 652 LACOLLE B. 845 RUUTH S. 739 CASTRO J. 875 LAHDELMA R, 739 SAGAI S. 811 CEGIELSKI A. 187 LEMARE(CHAL C. 144 SAGASTIZABAL C. 144 CHAZELLE B. 42 LESCRENIER M, J.A. 805 SAMBORSKI S.N. 447, 456 CHERRUAULT Y. 690 LESHCHENKO A.S. 355 SCHARFETFER H. 402 CHUDEJ K. 491 LESUEUR P. 50i SCHUSTER R. 365 CIVIDINI A. 567 LEVINE W.S. 23 SCHUSTER S, 365 DAI W.H. 278 LEVNER E. 957 SECK O. 642 DELL'OLMO 785 LI W. 278 SEMENOV A.L. 355 DIAZ J.I. 128 LI Y. 865 SEN P. 761 DOLEZAL J. 345 LIMNIOS N. 951 SHIINA T, 811 DRAGAN I. 289 LIU H.G. 612 SHOOMAN M.L. 941 DU Z.-P. 918 LUCE R. 590 SIVIERO S. 567 EL BADIA A. 579 LUCIDI S. 206 SKRABAL F. 412 EVSTIGNEEV I.V, 315 LUTTON L L. 865 SKULIMOWSKI A. M.J. 771 EVTUSHENKO Y.G. 215 MALANOWSKI K. 109, 479 SLOBODINSKAIA T.V. 521 FAMULARO D. 600 M,g,NN1KKO T. 670 SPENGLER Th. 746 FAYBUSOVITCH L. 237 MAOUCHE S. 821 STARKOV K.E. 475 FELGENHAUER U. 225 MARSHALL C. 941 STREKALOVSKY A. 261 FERNANDEZ L.A. 652 MASLOV V.P. 456 STYCZEN K. 680 FINEL B. 795 MAURER H. 437 SZAFRAN N. 845 FRAUENDORFER K. 332 MESSINA E. 320 TAMMER C. 248 FUJII Y. 811 MONTSENY G. 660 TRAJANOSKI Z. 412 FUNKE B. 306 MOTI'ELET S. 716 TRIGGIANI R. 70 GAIVORONSKI A,A. 320 MYSLINSK! A. 727 TUROVA-BOTKINA V. L. 835 GAJDA J. 393 NABONA N. 875 UNO T. 885 GENS G. 957 NARI'YANI A.S. 355 VALENTIN P. 845 GRAMA A.Y. 55 NIANE M. T, 642 VILLON P. 501 GREENWOOD P.E. 315 NICHOLSON A.J. 918 WACH P. 412 GREGA W. 928 NICOLAI M. 746 WALTER E. 383 GUERRIER B. 612 NITKA-STYCZEN K. 680 WANG X. 612 HALLER P. 967 ODEH K. 951 WARCHOL M. 479 HAURIE A. 90 ONIZUKA K. 895 WIDMAYER P. 855 HILGETAG C. 365 OUTRATA J,V. 195 YANG J.B. 761 HIRATA H. 268, 885 PENG Y.B. 278 YE J.J. 541 HOFER T. 365 PESCH H.J. 437 YONG J. 652 HOFFMAN A. 425 PETROSJAN L.A. 513 YVON J.P. 716 HORN M.A. 706 ZAKHAROV V.V. 298 HUTI~N H. 402 ZHADAN V.G. 215 ZUCKERMAN D. 957 Contents I - INVITED PRESENTATIONS Solution methods in stochastic programming P. KALL (IOR, University of Zurich, Switzerland) 3 Some uses of optimization for studying the control of animal movement W. S. LEVINE ( University of Maryland, U.S.A.) 23 Deterministic sampling and optimisafion B. CHAZELLE (Princeton University, U.S.A.) 42 Parallel search algorithms for discrete optimization problems V. KUMAR, A.Y. GRAMA (University of Minnesota, U.S.A.) 55 MAn-maxgame theory for partial differential equations with boundary/pointcontrol and disturbance.